Zhongshan from Shenzhen or Hong Kong Visa required?

We are traveling in April to Hong Kong and will go to Shenzhen.
Can we use the new high speed train? But we normally get a VOA from Louhu so where would we get this from?
Also we are planning to go to Zhongshan to see a supplier (so only for a couple of hours) would we need a visa for this? We can either travel from Shenzhen or Hong Kong for this trip.